need to do smaller position sizes at the end of day and larger in the beginning.
Execution detail:
Date/time | Symbol | Side | Price | Position |
---|---|---|---|---|
2020-04-07 14:51:00 | MGM | sell | $13.510 | short |
2020-04-07 15:00:00 | MGM | buy | $13.680 | 0 |
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int his market if ur coming in after the flush ur late. it rolled almost 10% off the vwap. if you want to short it. u need to be in earlier.